[R] GAM P value (package mgcv)
j@@ono@|c @end|ng |rom 163@com
Thu Jun 27 01:34:59 CEST 2019
My system: R 3.5.3 osx, mgcv 1.8-28
I try to build a model for five parameters
Model = gam( Y ~ s(x1) + s(x2) + s(x3) + s(x4) + s(x5))
But, We found these five parameters have multicollinearity. We observed a significant correlation between these parameters. So, we performed a PCA to convert the set of five correlated air pollution variables into a set of linearly uncorrelated main variations. (PC1 and PC2)
Then, we build the new GAM model using these two main variations as predictor variables.
Model = gam( Y ~ s(PC1) + s(PC2))
Then, we can obtain the P value of PC1 and PC2.
Approximate significance of smooth terms:
edf Ref.df Chi.sq p-value
s(PC1) 8.892 8.996 57402 <2e-16 ***
s(PC2) 8.978 9.000 15125 <2e-16 ***
But, we still cannot find out a way to calculate the P value for the original five parameter.
Jason / Lin Jun
[[alternative HTML version deleted]]
More information about the R-help